+2,330.7%
MULL vs TCOM
-39.6%
+2,370.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.1% | -8.8% |
| 7D | +3.6% | -6.5% | +10.1% | +6.7% |
| 30D | +22.0% | -16.2% | +38.3% | +31.7% |
| 3M | -8.6% | -19.3% | +10.7% | -1.3% |
| 6M | +248.5% | -27.2% | +275.7% | +304.8% |
| YTD | +516.3% | -46.2% | +562.5% | +773.8% |
| 1Y | +2,036.6% | -46.6% | +2,083.3% | +2,970.4% |
| All | +2,330.7% | -39.6% | +2,370.3% | +2,810.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling